The CBD Model

Modelling, Measurement and Management of Longevity Risk and the CBD Model

Andrew Cairns is co-inventor of the CBD stochastic mortality models and author of the LifeMetrics open source R code for fitting stochastic mortality models that can be used for modelling, measurement and management of longevity risk.

Are you a user of the LifeMetrics open source R code?

If you are a user of the LifeMetrics code or a user of one of the CBD models, please e-mail Andrew Cairns.

Why e-mail us? If we are able to report to the government that we carry out research that has an impact on practice in insurance, pensions, banking and investment, then we get improved funding to carry on doing the good work.

The LifeMetrics website is no longer active. Open source software is still available here.

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